Why random walk models of the term structure are hard to reject
| Year of publication: |
1987
|
|---|---|
| Authors: | Berger, Allen N. ; Craine, Roger |
| Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
| Subject: | Random walks (Mathematics) | Interest rates |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 1 |
| Source: |
Persistent link: https://www.econbiz.de/10005393917